Analysis of a sequential Monte Carlo method for optimization in dynamical systems

DOI10.1016/J.SIGPRO.2009.11.007zbMATH Open1194.94117OpenAlexW2049978658MaRDI QIDQ985495FDOQ985495

Joaquín Míguez

Publication date: 6 August 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2009.11.007

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zbMATH Keywords

sequential Monte Carlostochastic optimizationdynamic optimizationnonlinear dynamicsnonlinear tracking

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Sequential Monte Carlo Methods in Practice
• Probability Inequalities for Sums of Bounded Random Variables
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• A survey of convergence results on particle filtering methods for practitioners
• Recursive Monte Carlo filters: algorithms and theoretical analysis
• Fundamentals of stochastic filtering
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• A new class of particle filters for random dynamic systems with unknown statistics
• Target Tracking by Particle Filtering in Binary Sensor Networks
• On the optimal and suboptimal nonlinear filtering problem for discrete-time systems

Cited In (8)

• Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
• Sequential Monte Carlo Techniques for Solving Non-Linear Systems
• A computational investigation of the optimal Halton sequence in QMC applications
• A Dynamical-System Analysis of the Optimum s-Gradient Algorithm
• Parallelizing particle filters with butterfly interactions
• Title not available (Why is that?)
• A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems
• Title not available (Why is that?)

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